+108.5%
BTI vs ET
+96.2%
+12.3%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.8% |
| 7D | -0.2% | +0.2% | -0.4% | -0.2% |
| 30D | -1.1% | +2.9% | -3.9% | -1.4% |
| 3M | -8.8% | +16.8% | -25.6% | -10.4% |
| 6M | -4.0% | +18.9% | -22.8% | -5.7% |
| YTD | +0.4% | +37.7% | -37.3% | -2.7% |
| 1Y | +1.9% | +32.4% | -30.5% | -0.9% |
| 3Y | +108.5% | +99.5% | +9.0% | +62.4% |
| All | +108.5% | +96.2% | +12.3% | +62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ET wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling